+73.7%
GLDM vs MSTU
-85.2%
+158.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.8% |
| 7D | -0.5% | +21.3% | -21.9% | -1.2% |
| 30D | +4.4% | +90.8% | -86.4% | +2.5% |
| 3M | -1.1% | -6.8% | +5.7% | -1.9% |
| 6M | -13.7% | -39.8% | +26.2% | -14.0% |
| YTD | +2.8% | -55.7% | +58.4% | +2.0% |
| 1Y | +24.8% | -92.7% | +117.5% | +25.3% |
| All | +73.7% | -85.2% | +158.9% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling